Works matching IS 10741240 AND DT 2017 AND VI 24 AND IP 3

Results: 7

Vulnerable Exotic Derivatives.

Published in:

Journal of Derivatives, 2017, v. 24, n. 3, p. 84, doi. 10.3905/jod.2017.24.3.084

By:

ESCOBAR, MARCOS;
MAHLSTEDT, MIRCO;
PANZ, SVEN;
ZAGST, RUDI

Publication type:

Article

Internal Valuation of Assets with Liquidity Risk.

Published in:

Journal of Derivatives, 2017, v. 24, n. 3, p. 70, doi. 10.3905/jod.2017.24.3.070

By:

NAUTA, BERT-JAN

Publication type:

Article

Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets.

Published in:

Journal of Derivatives, 2017, v. 24, n. 3, p. 42, doi. 10.3905/jod.2017.24.3.042

By:

BIKTIMIROV, ERNEST N.;
CHUNRONG WANG

Publication type:

Article

Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models.

Published in:

Journal of Derivatives, 2017, v. 24, n. 3, p. 29, doi. 10.3905/jod.2017.24.3.029

By:

LEBLON, GRÉGOIRE;
MORAUX, FRANCK

Publication type:

Article

Option Pricing via QUAD: From Black-Scholes-Merton to Heston with Jumps.

Published in:

Journal of Derivatives, 2017, v. 24, n. 3, p. 9, doi. 10.3905/jod.2017.24.3.009

By:

HAOZHE SU;
DING CHEN;
NEWTON, DAVID P.

Publication type:

Article

A LETTER FROM THE EXECUTIVE DIRECTOR OF THE INTERNATIONAL ASSOCIATION FOR QUANTITATIVE FINANCE (IAQF).

Published in:

2017

By:

Jaffe, David

Publication type:

Obituary

Untitled.

Published in:

Journal of Derivatives, 2017, v. 24, n. 3, p. 1

By:

Figlewski, Stephen

Publication type:

Article